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scientific article; zbMATH DE number 472948
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 472948 |
Statements
27 October 1994
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Hankel matrix
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multivariate autoregressive moving average model
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exact maximum likelihood
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multivariate time series
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seasonal models
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closed form expression
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theoretical autocovariances
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ARMA parameters
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linear equations
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Toeplitz structure
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partitioning
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computing multivariate autovariance functions
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block Levinson procedure
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